+55.6%
IOT vs ABCL
-20.3%
+75.9%
-70.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ABCL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -5.3% | +4.8% | +0.6% |
| 7D | -0.8% | -9.6% | +8.8% | +1.4% |
| 30D | -4.7% | +7.2% | -11.8% | -7.1% |
| 3M | +17.8% | +105.5% | -87.7% | -5.5% |
| 6M | +16.8% | +193.0% | -176.2% | -16.6% |
| YTD | +8.4% | +205.8% | -197.4% | -25.0% |
| 1Y | -0.8% | +144.4% | -145.2% | -28.5% |
| 3Y | +25.7% | +93.3% | -67.6% | -10.7% |
| All | +55.6% | -20.3% | +75.9% | +33.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ABCL.
Daily Out/Under-Performance
Portfolio return minus ABCL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ABCL return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ABCL wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling